| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -0.08% | 79.62% |
| Max Drawdown | -30.73% | -29.51% |
| Sharpe | 0.05 | 0.65 |
| Sortino | 0.07 | 0.96 |
| Payoff Ratio | 1.07 | 1.04 |
| Profit Factor | 1.01 | 1.11 |
| Common Sense Ratio | 1.06 | 1.08 |
| CPC Index | 0.51 | 0.6 |
| Tail Ratio | 1.05 | 0.98 |
| Outlier Win Ratio | 26.94 | 3.23 |
| Outlier Loss Ratio | 3.89 | 3.25 |
| Volatility (ann.) | 10.02% | 24.6% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.0 | 2.33 |
| Skew | -0.2 | 0.2 |
| Kurtosis | 19.14 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.01% | 4.27% |
| Expected Yearly % | -0.04% | 34.02% |
| Kelly Criterion | -2.35% | 5.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -2.07% |
| Expected Shortfall (cVaR) | -0.86% | -2.07% |
| Year | 11371163:BTCUSD | 11371163:btcusd:triple_med_gx:lsma105_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 33.71 | 0.89 | - |
| 2025 | 30.14 | -25.27 | -0.84 | - |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| MTD | 0.71% | 13.36% |
| 3M | -2.92% | 45.08% |
| 6M | -22.41% | 28.47% |
| YTD | -25.27% | 30.14% |
| 1Y | 1.83% | 105.13% |
| 3Y (ann.) | -0.07% | 68.87% |
| 5Y (ann.) | -0.07% | 68.87% |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Max Drawdown | -30.73% | -29.51% |
| Longest DD Days | 188.0 | 144.0 |
| Avg. Drawdown | -2.78% | -4.58% |
| Avg. Drawdown Days | 14.0 | 14.0 |
| Recovery Factor | -0.0 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-07 | 2025-07-14 | -30.73 | 188 |
| 2024-07-01 | 2024-09-12 | -8.05 | 72 |
| 2024-09-14 | 2024-09-17 | -3.95 | 3 |
| 2024-06-05 | 2024-07-01 | -3.92 | 25 |
| 2024-09-17 | 2024-09-18 | -1.84 | 1 |
| 2024-10-16 | 2024-11-06 | -1.61 | 21 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2024-12-16 | 2024-12-16 | -1.21 | 0 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-10-15 | 2024-10-15 | -1.11 | 0 |
| Metric | 11371163:btcusd:triple_med_gx:lsma105_15 | 11371163:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 7.79% | 18.93% |
| Worst Week | -11.09% | -12.33% |
| Best Month | 8.08% | 37.42% |
| Worst Month | -15.33% | -17.69% |
| Best Year | 33.71% | 38.02% |
| Worst Year | -25.27% | 30.14% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.75% | -0.78% |
| Avg. Up Week | 3.07% | 7.73% |
| Avg. Down Week | -2.27% | -3.69% |
| Avg. Up Month | 5.51% | 16.63% |
| Avg. Down Month | -6.27% | -9.04% |
| Win Days % | 47.19% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 43.75% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |